How to merge external images together in script?
Finally, I managed to combine image parts together with looping nested arrays. Although the script itself is not the most beautiful... I mark this answer to correct now, but if somebody is doing better that works in this context, I'll change it.

So here is "monster" that I've used in this case:

# First I need to order rendered part names correctly
rendered_images_ordered = []            
for y in range(parts_count, 0, -1):
    for x in range(parts_count):
        rendered_images_ordered.append(rendered_images[(y-1)+(x*parts_count)])

# Then I grab pixel data from all parts
part_pixels = []  
for image in rendered_images_ordered:
    filepath = os.path.join(scene.render_settings.render_folder, image)
    filepath = os.path.realpath(bpy.path.abspath(filepath))
    loaded_pixels = list(bpy.data.images.load(filepath, check_existing=False).pixels)
    part_pixels.append([loaded_pixels[ipx:ipx+4] for ipx in range(0, len(loaded_pixels), 4)])

# And finally loop all pixels together to final image
final_image_pixels = []
for i in range(parts_count, 0, -1):
    for row in range(part_height):    
        part_switch = -1           
        px_counter = -1            
        for col in range(final_image_width):
            if col % part_width == 0:
                part_switch += 1
                px_counter = 0
            if i-1 == 0:
                px_arr = i-1 + part_switch
            else:
                px_arr = ((i-1) * parts_count) + part_switch
            target_pixel = row * part_width + px_counter
            final_image_pixels.append(part_pixels[px_arr][target_pixel])
            px_counter += 1 

# And then save output image
output_image = bpy.data.images.new(final_image_name, alpha=True, width=final_image_width, height=final_image_height)
output_image.alpha_mode = 'STRAIGHT'          
output_image.pixels = final_image_pixels
output_image.filepath_raw = final_image_filepath
output_image.file_format = scene.render.image_settings.file_format
output_image.save()     


Result:



If you want to investigate more about where I use this loop check here. This is part of RenderFart blender addon. I hope my answer or addon is helpful for someone...